Evaluation Formulas for Conditional Function Space Integrals I
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Publication:3423701
DOI10.1080/07362990601052185zbMath1115.28015MaRDI QIDQ3423701
Jae Gil Choi, Seung Jun Chang, David Skoug
Publication date: 15 February 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990601052185
60J65: Brownian motion
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
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Cites Work
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- Evaluation formulas for conditional abstract wiener integrals
- Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas
- Generalized Fourier-Feynman transforms and a first variation on function space
- Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
